+383.5%
MMM vs HALO
+2,492.7%
-2,109.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | -3.3% | +4.6% | -7.9% | -3.8% |
| 30D | -7.0% | +31.8% | -38.8% | -9.7% |
| 3M | +10.8% | +53.9% | -43.1% | +5.9% |
| 6M | +5.8% | +57.4% | -51.6% | +0.7% |
| YTD | +6.8% | +63.7% | -57.0% | +1.2% |
| 1Y | +10.4% | +50.1% | -39.7% | +5.4% |
| 3Y | +104.7% | +157.3% | -52.6% | +82.2% |
| 5Y | +23.6% | +161.0% | -137.4% | +8.7% |
| 10Y | +54.1% | +1,018.7% | -964.6% | +14.1% |
| All | +383.5% | +2,492.7% | -2,109.2% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling